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financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

derivx

Derivatives Pricing Engine

quantorch

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

velesquant

A high-performance financial valuation library

pyblackscholesanalytics

Options and Option Strategies analytics under the Black-Scholes Model for educational purpose

options-calculator

An intuitive and versatile options library.